+675.9%
ETN vs ILMN
+25.5%
+650.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.1% |
| 7D | +3.0% | -9.2% | +12.2% | +5.0% |
| 30D | -10.9% | +4.4% | -15.3% | -11.9% |
| 3M | +9.2% | +23.9% | -14.6% | +4.1% |
| 6M | +13.9% | +64.5% | -50.6% | +2.1% |
| YTD | +29.5% | +53.5% | -23.9% | +17.0% |
| 1Y | +14.2% | +110.8% | -96.6% | -4.6% |
| 3Y | +79.9% | +30.7% | +49.2% | +61.1% |
| 5Y | +175.7% | -54.8% | +230.5% | +204.3% |
| All | +675.9% | +25.5% | +650.4% | +537.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling